Equity Pairs Selection in the Russell 2000

Pairs that passed all filters

Author

Zach Quicksall

Published

February 15, 2026

x y coint_pvalue half_life zero_cross pct_outside_2sd score
1 FELE SPXC 0.0100000 22.13237 0.0806324 0.0663507 0.9268802
2 WSFS ABCB 0.0100000 18.60860 0.0735178 0.0663507 0.9217349
3 FIBK ONB 0.0100000 21.60553 0.0798419 0.0545024 0.9182047
4 TCBI ABCB 0.0100000 24.40199 0.0814229 0.0655608 0.9173677
5 WSFS ASB 0.0100000 23.98015 0.0814229 0.0568720 0.9064063
6 UCB VLY 0.0100000 19.54379 0.0640316 0.0631912 0.9049587
7 WSFS TCBI 0.0100000 18.79628 0.0687747 0.0552923 0.8960633
10 AUB VLY 0.0100000 24.43359 0.0861660 0.0339652 0.8837480
11 RNST TCBI 0.0100000 14.75160 0.0845850 0.0323855 0.8673205
12 HRI NPO 0.0100000 20.86016 0.0632411 0.0497630 0.8602992
13 FELE ESE 0.0100000 23.91527 0.0798419 0.0236967 0.8587033
14 IBOC ONB 0.0100000 14.34639 0.0830040 0.0268562 0.8519237
15 RNST ABCB 0.0100000 25.05281 0.0608696 0.0458136 0.8465640
16 NWE POR 0.0100000 18.68287 0.0474308 0.0466035 0.8412922
17 FULT HWC 0.0100000 20.75629 0.0569170 0.0229068 0.8381763
18 RDN ESNT 0.0100000 23.62156 0.0545455 0.0426540 0.8371403
19 CATY HWC 0.0100000 19.69836 0.0490119 0.0308057 0.8365984
20 HP RIG 0.0100000 23.56871 0.0474308 0.0497630 0.8339788
21 FIBK IBOC 0.0100000 25.41529 0.0577075 0.0473934 0.8331478
22 IBOC AUB 0.0100000 26.22029 0.0513834 0.0639810 0.8325338
24 SLG MAC 0.0121665 25.49511 0.0561265 0.0758294 0.8294071
25 BKH POR 0.0100000 24.61036 0.0577075 0.0379147 0.8236308
26 ASB HWC 0.0100000 28.48705 0.0545455 0.0505529 0.8219903
28 UCB AUB 0.0100000 22.77765 0.0498024 0.0252765 0.8141762
29 WHD AROC 0.0100000 12.88370 0.0788043 0.0217096 0.8102753
31 ACA ESE 0.0100000 13.44216 0.0619308 0.0236364 0.7810495
32 HP MUR 0.0100050 36.30073 0.0513834 0.0576619 0.7785563
33 FIBK PIPR 0.0100000 29.17451 0.0521739 0.0331754 0.7747629
35 MHO IBP 0.0100000 33.96137 0.0608696 0.0308057 0.7669593
36 WHD LBRT 0.0155545 19.78825 0.0692935 0.0257802 0.7656472
38 WHD MUR 0.0190183 20.31691 0.0638587 0.0502035 0.7622161
39 CDP EPRT 0.0182614 20.65499 0.0947205 0.0465116 0.7586902
41 VLY UMBF 0.0122166 31.77519 0.0498024 0.0560821 0.7564009
42 NHI RHP 0.0100000 28.72155 0.0490119 0.0410742 0.7541022
44 RNST ASB 0.0142920 29.73577 0.0553360 0.0410742 0.7395061
45 OUT SBRA 0.0100000 29.34784 0.0513834 0.0268562 0.7365596
46 NWE BKH 0.0176518 28.37077 0.0616601 0.0568720 0.7351792
47 CDP SBRA 0.0100000 37.09768 0.0632411 0.0458136 0.7344280
49 FELE WTS 0.0179630 25.40347 0.0577075 0.0442338 0.7290248
53 MUR RIG 0.0173514 33.94921 0.0671937 0.0568720 0.7150243
54 SR NJR 0.0109400 42.63456 0.0505929 0.0521327 0.7070444
56 UCB UMBF 0.0100000 41.62628 0.0411067 0.0292259 0.6989972
57 NHI CTRE 0.0100000 36.19026 0.0347826 0.0442338 0.6950458
60 TMHC IBP 0.0126774 39.01908 0.0592885 0.0363349 0.6891775
62 NHI IRT 0.0100000 31.43695 0.0221344 0.0513428 0.6834500
63 OGS SR 0.0100000 60.76330 0.0434783 0.0631912 0.6826635
64 ZWS WTS 0.0196690 26.42704 0.0537549 0.0363349 0.6813396
74 BGC CATY 0.0100000 50.73482 0.0260870 0.0315956 0.6276560
77 INDB ONB 0.0262279 43.31820 0.0561265 0.0710900 0.6074868
81 AX UMBF 0.0162909 49.75532 0.0521739 0.0197472 0.5743123

1 FELE vs SPXC

2 WSFS vs ABCB

3 FIBK vs ONB

4 TCBI vs ABCB

5 WSFS vs ASB

6 UCB vs VLY

7 WSFS vs TCBI

8 AUB vs VLY

9 RNST vs TCBI

10 HRI vs NPO

11 FELE vs ESE

12 IBOC vs ONB

13 RNST vs ABCB

14 NWE vs POR

15 FULT vs HWC

16 RDN vs ESNT

17 CATY vs HWC

18 HP vs RIG

19 FIBK vs IBOC

20 IBOC vs AUB

21 SLG vs MAC

22 BKH vs POR

23 ASB vs HWC

24 UCB vs AUB

25 WHD vs AROC

26 ACA vs ESE

27 HP vs MUR

28 FIBK vs PIPR

29 MHO vs IBP

30 WHD vs LBRT

31 WHD vs MUR

32 CDP vs EPRT

33 VLY vs UMBF

34 NHI vs RHP

35 RNST vs ASB

36 OUT vs SBRA

37 NWE vs BKH

38 CDP vs SBRA

39 FELE vs WTS

40 MUR vs RIG

41 SR vs NJR

42 UCB vs UMBF

43 NHI vs CTRE

44 TMHC vs IBP

45 NHI vs IRT

46 OGS vs SR

47 ZWS vs WTS

48 BGC vs CATY

49 INDB vs ONB

50 AX vs UMBF